Our goal is to find the holy grail of automated trading strategies.
What is an automated trading strategy?
Automated trading (also referred to as algorithmic trading) is a trading strategy that makes automated trades based on a set of inputs or a program that you create. Traders like to use automated strategies to remove emotion from the decision making process.
Which automated trading strategy is the best and how do you know?
This is what we do -- we hunt for high performing automated trading strategies.
We've tested over 500 strategies.
The following are the best performing strategies based on the attributes listed below.
Backtest Results based on ~1,000 trades
Backtest Results based on 1 year of trades
Our results are based on how well the strategy performs after 1,000 trades and how well it performs after one year of trading. Then, we compare each strategy based on the following attributes:
Drawdown - This refers to the maximum drawdown statistic, which provides you with information regarding the biggest decrease (drawdown) in account size experienced by the strategy. Drawdown is often used as an indicator of risk. Drawdown = single largest Drawdown.
As an example, your account rises from $25,000 to $50,000. It then subsequently drops to $40,000 but rises again to $60,000. The drawdown in this case would be $10,000 or -20%. Take note that drawdown does not necessarily have to correspond with a loss in your original account principal.
Profit - The net profit made on the strategy for the backtest.
#trades per day - The average number of trades made per day using the strategy.
Profit / Day - The average profit made per day.
Profit / Trade - The average profit made per trade.
Lowest daily new profit - The worst performing day of the strategy in the backtest.
Highest daily net profit - The best performing day of the strategy in the backtest.
Our highest performing strategy made over $270K last year.
The following strategies are available below:
Strategies are made available by description (like the description for Strategy #5 above) and/or as a download for Ninjatrader 7.
Use this link to download NinjaTrader7: Download here
After you download Ninjatrder 7 use the following instructions to download our strategies into Ninjatrader 7.
Download our strategies into Ninjatrader 7:
Click on the link within the post to download file from GoogleDrive.
Download the Strategy to your desktop, keep them in the compressed .zip file.
From the Control Center window in Ninjatrader 7, select the menu: File> Utilities> Import Strategy.
Select the downloaded .zip file.
NinjaTrader will then confirm if the import has been successful.
If you've never used an automated strategy in NinjaTrader 7, NinjaTrader provides instructions here.
*1 NASDAQ contract on each of our top 9 strategies for 1 year.
****Risk Disclaimer: There is no guarantee that these strategies will have the same performance in the future. Some may perform worse and some may perform better. We use backtests to compare historical strategy performance, but there are no guarantees that this performance will continue in the future.